Two features of LEAN won me over are : 1) LEAN supports finer data such as minutes, seconds, and ticks. 2) LEAN was developed in C#, which is way faster than Python.
At first glance you would think that python would be slower than C#; however, all of the real computation is happening in Numpy (C), Pandas (Cython which compiles to C), or in our own Cython. The extra overhead of the python is mainly dominated by the array computations happening in C or the IO of loading data.
Equities, FOREX, Futures, Options; tick, second, minute, hour and daily resolutions. Python, C# and F# backtesting. Dozens of models for improving the accuracy of your backtest.
Live trading on IB, Tradier, FXCM, Oanda and paper trading.
Local charting built in for desktop and backtesting.
Lots of tools provided for free data downloads to work with public free data libraries. lean.quantconnect.com
It is a little disingenuous to say that zipline doesn't support python, the short description from github says: "Zipline, a Pythonic Algorithmic Trading Library".
Zipline also supports equities at minute and daily frequencies.
There is no charting built into zipline itself but tearsheets and graphs can
be generated with pyfolio (a project by the same people as zipline).
Zipline also comes with the ability to pull pricing and splits data from quandl and yahoo.
I realize I can't win you over but I wanted to present a fair comparison for others ;)
